Data Classes

Add a Data Source

To add a data source, you first need to import the data classes. The following example will import insider trading data:

from surmount.data import InsiderTrading

Next, add the data source to the data list, with a separate instance of the class for every ticker you want data for:

self.data_list = [InsiderTrading("AAPL")]

Finally, you can access the data as a Python dictionary from the data parameter in the run() function:

insider_trading_dict = data[("insider_trading", "AAPL")]

That dictionary will be in the following format:

# insider_trading_dict
[
    {
        "symbol": "AAPL",
        "filingDate": "2022-10-04 22:05:07",
        "transactionDate": "2022-10-03",
        "reportingCik": "0001767094",
        "transactionType": "S-Sale",
        "securitiesOwned": 270196,
        "securitiesTransacted": 42393,
        "companyCik": "0000320193",
        "reportingName": "O'BRIEN DEIRDRE",
        "typeOfOwner": "officer: Senior Vice President",
        "link": "https://www.sec.gov/Archives/edgar/data/320193/000032019322000097/0000320193-22-000097-index.htm",
        "securityName": "Common Stock",
        "price": 141.09,
        "formType": "4",
        "acquistionOrDisposition": "D"
    },
...]

Data Classes

Miscellaneous

data.InstitutionalOwnership

Add to data list: InstitutionalOwnership("AAPL")

Data dictionary access: ("institutional_ownership", "AAPL")

Contains institutional stock ownership data in the following format:

[
    {
        "symbol": "AAPL",
        "cik": "0000320193",
        "date": "2022-12-31",
        "investorsHolding": 4322,
        "lastInvestorsHolding": 4189,
        "investorsHoldingChange": 133,
        "numberOf13Fshares": 9328570063,
        "lastNumberOf13Fshares": 9185100866,
        "numberOf13FsharesChange": 143469197,
        "totalInvested": 1259491958234,
        "lastTotalInvested": 1663982277483,
        "totalInvestedChange": -404490319249,
        "ownershipPercent": 57.14,
        "lastOwnershipPercent": 56.2612,
        "ownershipPercentChange": 0.8788,
        "newPositions": 321,
        "lastNewPositions": 111,
        "newPositionsChange": 210,
        "increasedPositions": 1527,
        "lastIncreasedPositions": 1651,
        "increasedPositionsChange": -124,
        "closedPositions": 95,
        "lastClosedPositions": 72,
        "closedPositionsChange": 23,
        "reducedPositions": 2240,
        "lastReducedPositions": 2132,
        "reducedPositionsChange": 108,
        "totalCalls": 37201304688,
        "lastTotalCalls": 3002662883440,
        "totalCallsChange": -2965461578752,
        "totalPuts": 33685223389,
        "lastTotalPuts": 50897951618820,
        "totalPutsChange": -50864266395431,
        "putCallRatio": 0.9055,
        "lastPutCallRatio": 16.9509,
        "putCallRatioChange": -16.0455
    }
]

data.InsiderTrading

Add to data list: InsiderTrading("AAPL")

Data dictionary access: ("insider_trading", "AAPL")

Contains insider trading data in the following format:

[
    {
        "symbol": "AAPL",
        "filingDate": "2022-10-04 22:05:07",
        "transactionDate": "2022-10-03",
        "reportingCik": "0001767094",
        "transactionType": "S-Sale",
        "securitiesOwned": 270196,
        "securitiesTransacted": 42393,
        "companyCik": "0000320193",
        "reportingName": "O'BRIEN DEIRDRE",
        "typeOfOwner": "officer: Senior Vice President",
        "link": "https://www.sec.gov/Archives/edgar/data/320193/000032019322000097/0000320193-22-000097-index.htm",
        "securityName": "Common Stock",
        "price": 141.09,
        "formType": "4",
        "acquistionOrDisposition": "D"
    }
]

data.SocialSentiment

Add to data list: SocialSentiment("AAPL")

Data dictionary access: ("social_sentiment", "AAPL")

Contains social sentiment data in the following format:

[
    {
        "date": "2022-06-30 23:00:00",
        "symbol": "AAPL",
        "stocktwitsPosts": 13,
        "twitterPosts": 163,
        "stocktwitsComments": 9,
        "twitterComments": 7769,
        "stocktwitsLikes": 16,
        "twitterLikes": 40957,
        "stocktwitsImpressions": 15141,
        "twitterImpressions": 1576854,
        "stocktwitsSentiment": 0.5411,
        "twitterSentiment": 0.5888
    }
]

data.Dividend

Add to data list: Dividend("AAPL")

Data dictionary access: ("dividend", "AAPL")

Contains stock dividend data in the following format:

[
            {
                    "date": "2023-02-10",
                    "label": "February 10, 23",
                    "adjDividend": 0.23,
                    "dividend": 0.23,
                    "recordDate": "2023-02-13",
                    "paymentDate": "2023-02-16",
                    "declarationDate": "2023-02-02"
            }
    ]

data.FinancialStatement

Add to data list: FinancialStatement("AAPL")

Data dictionary access: ("financial_statement", "AAPL")

Contains financial statement data in the following format:

[
    {
        "date": "2022-09-24",
        "symbol": "AAPL",
        "reportedCurrency": "USD",
        "cik": "0000320193",
        "fillingDate": "2022-10-28",
        "acceptedDate": "2022-10-27 18:01:14",
        "calendarYear": "2022",
        "period": "FY",
        "revenue": 394328000000,
        "costOfRevenue": 223546000000,
        "grossProfit": 170782000000,
        "grossProfitRatio": 0.4330963056,
        "researchAndDevelopmentExpenses": 26251000000,
        "generalAndAdministrativeExpenses": 0,
        "sellingAndMarketingExpenses": 0,
        "sellingGeneralAndAdministrativeExpenses": 25094000000,
        "otherExpenses": -334000000,
        "operatingExpenses": 51345000000,
        "costAndExpenses": 274891000000,
        "interestIncome": 2825000000,
        "interestExpense": 2931000000,
        "depreciationAndAmortization": 11104000000,
        "ebitda": 130541000000,
        "ebitdaratio": 0.3310467428,
        "operatingIncome": 119437000000,
        "operatingIncomeRatio": 0.302887444,
        "totalOtherIncomeExpensesNet": -334000000,
        "incomeBeforeTax": 119103000000,
        "incomeBeforeTaxRatio": 0.3020404333,
        "incomeTaxExpense": 19300000000,
        "netIncome": 99803000000,
        "netIncomeRatio": 0.2530964071,
        "eps": 6.15,
        "epsdiluted": 6.11,
        "weightedAverageShsOut": 16215963000,
        "weightedAverageShsOutDil": 16325819000,
        "link": "https://www.sec.gov/Archives/edgar/data/320193/000032019322000108/0000320193-22-000108-index.htm",
        "finalLink": "https://www.sec.gov/Archives/edgar/data/320193/000032019322000108/aapl-20220924.htm"
    }
]

data.Ratios

Add to data list: Ratios("AAPL")

Data dictionary access: ("ratios", "AAPL")

Contains financial ratios data in the following format:

[
    {
        "symbol": "AAPL",
        "date": "2023-07-01",
        "calendarYear": "2023",
        "period": "Q3",
        "currentRatio": 0.9815625425125837,
        "quickRatio": 0.8135848211070477,
        "cashRatio": 0.22733129006185832,
        "daysOfSalesOutstanding": 174.85836888883458,
        "daysOfInventoryOutstanding": 14.57760444209413,
        "operatingCycle": 57.69336663386155,
        "daysOfPayablesOutstanding": 92.60774722369116,
        "cashConversionCycle": -34.91438058982961,
        "grossProfitMargin": 0.44516302553883397,
        "operatingProfitMargin": 0.2811594557257601,
        "pretaxProfitMargin": 0.2779197281073878,
        "netProfitMargin": 0.24305292370135825,
        "effectiveTaxRate": 0.12545638499098227,
        "returnOnAssets": 0.059339537604689616,
        "returnOnEquity": 0.32984371370740284,
        "returnOnCapitalEmployed": 0.10947518743305962,
        "netIncomePerEBT": 0.8745436150090178,
        "ebtPerEbit": 0.9884772588920776,
        "ebitPerRevenue": 0.2811594557257601,
        "debtRatio": 0.32617195661387666,
        "debtEquityRatio": 1.8130537213392175,
        "longTermDebtToCapitalization": 0.6193501531466102,
        "totalDebtToCapitalization": 0.6445144319803721,
        "interestCoverage": 23.044088176352705,
        "cashFlowToDebtRatio": 0.24139824304538798,
        "companyEquityMultiplier": 5.558582473371603,
        "receivablesTurnover": 2.0874036645740826,
        "payablesTurnover": 0.9718409387781323,
        "inventoryTurnover": 6.173853897428922,
        "fixedAssetTurnover": 1.878231917336395,
        "assetTurnover": 0.24414245548266167,
        "operatingCashFlowPerShare": 1.6805101718006317,
        "freeCashFlowPerShare": 1.5471778067673214,
        "cashPerShare": 3.980350134740222,
        "payoutRatio": 0.19360193149237967,
        "operatingCashFlowSalesRatio": 0.3225057153685343,
        "freeCashFlowOperatingCashFlowRatio": 0.9206595905989385,
        "cashFlowCoverageRatios": 0.24139824304538798,
        "shortTermCoverageRatios": 2.3534659648496743,
        "capitalExpenditureCoverageRatio": -12.603917821309127,
        "dividendPaidAndCapexCoverageRatio": 15.022779043280183,
        "dividendPayoutRatio": 0.19360193149237964,
        "priceBookValueRatio": 50.517075149815845,
        "priceToBookRatio": 50.517075149815845,
        "priceToSalesRatio": 37.224668234531826,
        "priceEarningsRatio": 38.28864478119813,
        "priceToFreeCashFlowsRatio": 125.37020577181208,
        "priceToOperatingCashFlowsRatio": 115.4232823191812,
        "priceCashFlowRatio": 115.4232823191812,
        "priceEarningsToGrowthRatio": -2.2531394813551207,
        "priceSalesRatio": 37.224668234531826,
        "dividendYield": 0.0012640949594764,
        "enterpriseValueMultiple": 135.9134788929472,
        "priceFairValue": 50.517075149815845
    }
]

data.ExecutiveComp

Add to data list: ExecutiveComp("AAPL")

Data dictionary access: ("executive_comp", "AAPL")

Contains executive compensation data in the following format:

[
    {
        "cik": "0000320193",
        "symbol": "AAPL",
        "companyName": "Apple Inc.",
        "industryTitle": "ELECTRONIC COMPUTERS",
        "acceptedDate": "2022-01-06 16:30:34",
        "filingDate": "2022-01-06",
        "nameAndPosition": "Kate Adams Senior Vice President, General Counsel and Secretary",
        "year": 2020,
        "salary": 1000000,
        "bonus": 0,
        "stock_award": 21657687,
        "incentive_plan_compensation": 3577000,
        "all_other_compensation": 14310,
        "total": 26248995,
        "url": "https://www.sec.gov/Archives/edgar/data/320193/000119312522003583/0001193125-22-003583-index.htm"
    }
]

data.SectorsPERatio

Add to data list: SectorsPERatio("NYSE")

Data dictionary access: ("sectors_pe_ratio", "NYSE")

Contains price/earnings ratios for various sectors in the following format:

[
    {
        "date": "2023-03-03",
        "sector": "Basic Materials",
        "exchange": "NYSE",
        "pe": "18.33197269872979"
    }
]

data.IndustriesPERatio

Add to data list: IndustriesPERatio("NYSE")

Data dictionary access: ("industries_pe_ratio", "NYSE")

Contains price/earnings ratios for various industries in the following format:

[
    {
        "date": "2023-03-03",
        "industry": "Advertising Agencies",
        "exchange": "NYSE",
        "pe": "3.4058333333333337"
    }
]

data.GDPAllCountries

Add to data list: GDPALLCountries()

Data dictionary access: ("gdp_by_country")

Contains GDP data in the following format:

[
    {
        "date": "2021-01-01",
        "country": "Serbia",
        "value": 63068134601.1254
    }
]

data.CapacityUtilizationRate

Add to data list: CapacityUtilizationRate()

Data dictionary access: ("capacity_utilization_rate")

Contains United States capacity utilization rate data in the following format:

[
    {
        "value": 74.96,
        "date": "2021-01-01"
    },
]

data.CorporateProfitAfterTax

Add to data list: CorporateProfitAfterTax()

Data dictionary access: ("corporate_profit_after_tax")

Contains United States post-tax corporate profit data in the following format:

[
    {
        "value": 2367.59,
        "date": "2021-01-01"
    },
]

data.WestTexasIntermediate

Add to data list: WestTexasIntermediate()

Data dictionary access: ("west_texas_intermediate")

Contains West Texas Intermediate crude oil prices in the following format:

[
    {
        "value": 47.47,
        "date": "2021-01-04"
    },
]

data.GrossPrivateDomesticInvestment

Add to data list: GrossPrivateDomesticInvestment()

Data dictionary access: ("gross_private_domestic_investment")

Contains United States gross private domestic investment data in the following format:

[
    {
        "value": 3927.98,
        "date": "2021-01-01"
    },
]

data.LeadingIndexUS

Add to data list: LeadingIndexUS()

Data dictionary access: ("leading_index_us")

Contains United States leading index data in the following format:

[
    {
        "value": 1,
        "date": "2019-01-01"
    },
]

data.StLouisFinancialStressIndex

Add to data list: StLouisFinancialStressIndex()

Data dictionary access: ("stlouis_financial_stress_index")

Contains St. Louis Fed financial stress index data in the following format:

[
    {
        "value": -0.63,
        "date": "2019-01-04"
    },
]

data.BroadUSDollarIndex

Add to data list: BroadUSDollarIndex()

Data dictionary access: ("broad_us_dollar_index")

Contains trade-weighted United States dollar index data in the following format:

[
    {
        "value": 128.09,
        "date": "2019-01-02"
    },
]

data.MajorCurrencyUSDollarIndex

Add to data list: MajorCurrencyUSDollarIndex()

Data dictionary access: ("major_currency_us_dollar_index")

Contains trade-weighted major currencies United States dollar index data in the following format:

[
    {
        "value": 92.11,
        "date": "2019-01-02"
    },
]

Household Debt & Financial Obligation

data.ConsumerDebtAsDisposableIncome

Add to data list: ConsumerDebtAsDisposableIncome()

Data dictionary access: ("consumer_debt_as_percent_disposable_income")

Contains consumer debt service pay as a percent of disposable income in the following format:

[
    {
        "date": "2021-01-01",
        "value": 4.845927
    }
]

data.HouseholdDebtAsDisposableIncome

Add to data list: HouseholdDebtAsDisposableIncome()

Data dictionary access: ("household_debt_as_percent_disposable_income")

Contains household debt service pay as a percent of disposable income in the following format:

[
    {
        "date": "2022-01-01",
        "value": 9.534599
    }
]

data.MortgageDebtAsDisposableIncome

Add to data list: MortgageDebtAsDisposableIncome()

Data dictionary access: ("mortgage_debt_as_percent_disposable_income")

Contains mortgage debt service pay as a percent of disposable income in the following format:

[
    {
        "date": "2022-01-01",
        "value": 3.898285
    }
]

data.HouseholdObligationsAsDisposableIncome

Add to data list: HouseholdObligationsAsDisposableIncome()

Data dictionary access: ("household_obligations_as_percent_disposable_income")

Contains household financial obligations as a percent of disposable income in the following format:

[
    {
        "date": "2022-01-01",
        "value": 14.265082
    }
]

data.HouseholdDebtToGDP

Add to data list: HouseholdDebtToGDP()

Data dictionary access: ("household_debt_to_gdp")

Contains United States household debt to GDP ratios in the following format:

[
    {
        "date": "2021-01-01",
        "value": 75.3120260740148
    }
]

data.TotalDebtToEquity

Add to data list: TotalDebtToEquity()

Data dictionary access: ("total_debt_to_equity")

Contains United States total debt to equity ratios in the following format:

[
    {
        "date": "2022-01-01",
        "value": 81.2372123014568
    }
]

Housing

data.OwnerOccupiedHousing

Add to data list: OwnerOccupiedHousing()

Data dictionary access: ("owner_occupied_housing")

Contains United States owner occupied housing data (in thousands of units) in the following format:

[
    {
        "date": "2022-01-01",
        "value": 83544
    }
]

data.RenterOccupiedHousing

Add to data list: RenterOccupiedHousing()

Data dictionary access: ("renter_occupied_housing")

Contains United States renter occupied housing data (in thousands of units) in the following format:

[
    {
        "date": "2022-01-01",
        "value": 44230
    },
]

data.VacantHousing

Add to data list: VacantHousing()

Data dictionary access: ("vacant_housing")

Contains United States vacant housing data (in thousands of units) in the following format:

[
    {
        "date": "2022-01-01",
        "value": 15166
    },
]

data.VacantHousingForRent

Add to data list: VacantHousingForRent()

Data dictionary access: ("vacant_housing_for_rent")

Contains United States vacant housing available for rent data (in thousands of units) in the following format:

[
    {
        "date": "2022-01-01",
        "value": 2735
    },
]

data.HousingCPI

Add to data list: HousingCPI()

Data dictionary access: ("housing_cpi")

Contains United States housing CPI data in the following format:

[
    {
        "date": "2022-01-01",
        "value": 290.151
    }
]

data.NewPrivateHousingUnitsStarted

Add to data list: NewPrivateHousingUnitsStarted()

Data dictionary access: ("new_private_housing_units_started")

Contains United States new private housing units (thousands of units) data in the following format:

[
    {
        "value": 1625,
        "date": "2021-01-01"
    },
]

Money Supply

data.M1MoneyStock

Add to data list: M1MoneyStock()

Data dictionary access: ("m1_money_stock")

Contains United States M1 money supply data in the following format:

[
    {
        "date": "2021-02-01",
        "value": 18115.2
    },
]

data.M1Velocity

Add to data list: M1Velocity()

Data dictionary access: ("m1_velocity")

Contains United States M1 money velocity (ratio of nominal GDP to money supply) data in the following format:

[
    {
        "date": "2021-10-01",
        "value": 1.18
    },
]

data.M2MoneyStock

Add to data list: M2MoneyStock()

Data dictionary access: ("m2_money_stock")

Contains United States M2 money supply data in the following format:

[
    {
        "date": "2021-02-01",
        "value": 19411.7
    },
]

data.M2Velocity

Add to data list: M2Velocity()

Data dictionary access: ("m2_velocity")

Contains United States M2 money velocity (ratio of nominal GDP to money supply) data in the following format:

[
    {
        "date": "2021-10-01",
        "value": 1.12
    },
]

data.StLouisMonetaryBase

Add to data list: StLouisMonetaryBase()

Data dictionary access: ("stlouis_adjusted_monetary_base")

Contains St. Louis adjusted monetary base data in the following format:

[
    {
        "date": "2019-12-18",
        "value": 3382.8
    },
]

Labor Market

data.AllEmpManufacturing

Add to data list: AllEmpManufacturing()

Data dictionary access: ("all_emp_manufacturing")

Contains manufacturing employee data in the following format:

[
    {
        "date": "2021-01-01",
        "value": 12184
    },
]

data.CivilianLaborForceParticipationRate

Add to data list: CivilianLaborForceParticipationRate()

Data dictionary access: ("civilian_laborforceparticipationrate")

Contains civilian labor force participation rate data in the following format:

[
    {
        "date": "2021-01-01",
        "value": 61.4
    },
]

data.CivilianEmpPopRatio

Add to data list: CivilianEmpPopRatio()

Data dictionary access: ("civilian_emp_pop_ratio")

Contains civilian employment population ratio data in the following format:

[
    {
        "date": "2021-01-01",
        "value": 57.5
    },
]

data.CivilianUnemployment

Add to data list: CivilianUnemployment()

Data dictionary access: ("civilian_unemployment")

Contains civilian employment population ratio data in the following format:

[
    {
        "date": "2021-01-01",
        "value": 6.4
    },
]

data.FourWeekMovingAverageInitialClaims

Add to data list: FourWeekMovingAverageInitialClaims()

Data dictionary access: ("4wk_moving_average_initial_claims")

Contains four week moving average of initial claims data in the following format:

[
    {
        "date": "2021-01-02",
        "value": 805000
    },
]

data.ICSAInitialClaims

Add to data list: ICSAInitialClaims()

Data dictionary access: ("icsa_initial_claims")

Contains ICSA initial claims data in the following format:

[
    {
        "date": "2021-01-02",
        "value": 781000
    },
]

data.NaturalUnemploymentLongTerm

Add to data list: NaturalUnemploymentLongTerm()

Data dictionary access: ("natural_unemployment_longterm")

Contains long-term natural unemployment data in the following format:

[
    {
        "date": "2021-01-01",
        "value": 4.47
    },
]

data.NaturalUnemploymentShortTerm

Add to data list: NaturalUnemploymentShortTerm()

Data dictionary access: ("natural_unemployment_shortterm")

Contains short-term natural unemployment data in the following format:

[
    {
        "date": "2021-01-01",
        "value": 4.47
    },
]

data.LaborTotalNonFarms

Add to data list: LaborTotalNonFarms()

Data dictionary access: ("labor_total_nonfarms")

Contains non-farm employee data in the following format:

[
    {
        "date": "2021-01-01",
        "value": 143017
    },
]

data.LaborUnemployed

Add to data list: LaborUnemployed()

Data dictionary access: ("labor_unemployed")

Contains unemployed employee data in the following format:

[
    {
        "date": "2021-01-01",
        "value": 143017
    },
]

data.LaborForceParticipation

Add to data list: LaborForceParticipation()

Data dictionary access: ("labor_force_participation_rate")

Contains labor force participation rate data in the following format:

[
    {
        "date": "2022-01-01",
        "country": "Alabama",
        "value": 56.4
    }
]

Income & Expenditure

data.DisposablePersonalIncomeUS

Add to data list: DisposablePersonalIncomeUS()

Data dictionary access: ("disposable_personal_income_us")

Contains United States disposable personal income data in the following format:

[
    {
        "date": "2021-01-01",
        "value": 19120.3
    },
]

data.PersonalConsumptionExp

Add to data list: PersonalConsumptionExp()

Data dictionary access: ("personal_consumption_exp")

Contains United States personal consumption expenditures data in the following format:

[
    {
        "date": "2021-01-01",
        "value": 14857.9
    },
]

data.PersonalConsumptionExpDurableGoods

Add to data list: PersonalConsumptionExpDurableGoods()

Data dictionary access: ("personal_consumption_exp_durable_goods")

Contains United States personal consumption expenditures (durable goods) data in the following format:

[
    {
        "date": "2021-01-01",
        "value": 1912.6
    },
]

data.PersonalSavingRate

Add to data list: PersonalSavingRate()

Data dictionary access: ("personal_saving_rate")

Contains United States savings as a percent of disposable income data in the following format:

[
    {
        "date": "2021-01-01",
        "value": 19.9
    },
]

data.RealDisposablePersonalIncomeUS

Add to data list: RealDisposablePersonalIncomeUS()

Data dictionary access: ("real_disposable_personal_income")

Contains United States real disposable personal income data in the following format:

[
    {
        "date": "2021-01-01",
        "value": 16988.6
    },
]

data.RealMedianHouseholdIncomeUS

Add to data list: RealMedianHouseholdIncomeUS()

Data dictionary access: ("real_median_household_income_us")

Contains United States real median household income data in the following format:

[
    {
        "date": "2020-01-01",
        "value": 67521
    },
]

data.RealRetailFoodServiceSales

Add to data list: RealRetailFoodServiceSales()

Data dictionary access: ("real_retail_and_food_svc_sales")

Contains United States real retail and food services sales data in the following format:

[
    {
        "date": "2021-01-01",
        "value": 219392
    },
]

Interest Rates

data.BankPrimeLoanRate

Add to data list: BankPrimeLoanRate()

Data dictionary access: ("bank_prime_loan_rate")

Contains United States top 25 bank prime loan rate data in the following format:

[
    {
        "date": "2021-01-04",
        "value": 3.25
    },
]

data.EffectiveFederalFundsRate

Add to data list: EffectiveFederalFundsRate()

Data dictionary access: ("effective_federal_funds_rate")

Contains United States effective federal funds rate data in the following format:

[
    {
        "date": "2021-01-01",
        "value": 0.09
    },
]

data.FiveYearBreakevenInflationRate

Add to data list: FiveYearBreakevenInflationRate()

Data dictionary access: ("5year_breakeven_inflation_rate")

Contains United States 5 year breakeven inflation rate data in the following format:

[
    {
        "date": "2021-01-04",
        "value": 1.98
    },
]

data.FiveYearForwardInflationExpectedRate

Add to data list: FiveYearForwardInflationExpectedRate()

Data dictionary access: ("5year_forward_inflation_expected_rate")

Contains United States expected 5-year future inflation rate data in the following format:

[
    {
        "date": "2021-01-04",
        "value": 2.04
    },
]

data.FiveYearTreasuryConstMaturityRate

Add to data list: FiveYearTreasuryConstMaturityRate()

Data dictionary access: ("5year_treasury_constmaturity_rate")

Contains United States Treasury securities 5-year constant maturity market yield data in the following format:

[
    {
        "date": "2021-01-04",
        "value": 0.36
    },
]

data.TedSpread

Add to data list: TedSpread()

Data dictionary access: ("ted_spread")

Contains United States TED spread data in the following format:

[
    {
        "date": "2021-01-04",
        "value": 0.15
    },
]

data.TenYearBreakevenInflationRate

Add to data list: TenYearBreakevenInflationRate()

Data dictionary access: ("10year_breakeven_inflation_rate")

Contains United States 10 year breakeven inflation rate data in the following format:

[
    {
        "date": "2021-01-04",
        "value": 2.01
    },
]

data.TenYearTreasuryConstMaturityRate

Add to data list: TenYearTreasuryConstMaturityRate()

Data dictionary access: ("10year_treasury_constmaturity_rate")

Contains United States Treasury securities 10-year constant maturity market yield data in the following format:

[
    {
        "date": "2021-01-04",
        "value": 0.93
    },
]

data.ThirtyYearTreasuryConstMaturityRate

Add to data list: ThirtyYearTreasuryConstMaturityRate()

Data dictionary access: ("30year_treasury_constmaturityrate")

Contains United States Treasury securities 30-year constant maturity market yield data in the following format:

[
    {
        "date": "2021-01-04",
        "value": 1.66
    },
]

data.ThreeMonthTreasuryBill

Add to data list: ThreeMonthTreasuryBill()

Data dictionary access: ("3month_treasury_bill")

Contains United States 3 month treasury bill rate data in the following format:

[
    {
        "date": "2021-01-04",
        "value": 0.09
    },
]